* using log directory 'd:/Rcompile/CRANpkg/local/3.4/PerformanceAnalytics.Rcheck' * using R version 3.4.4 (2018-03-15) * using platform: x86_64-w64-mingw32 (64-bit) * using session charset: ISO8859-1 * using option '--no-vignettes' * checking for file 'PerformanceAnalytics/DESCRIPTION' ... OK * checking extension type ... Package * this is package 'PerformanceAnalytics' version '1.5.2' * checking package namespace information ... OK * checking package dependencies ... OK * checking if this is a source package ... OK * checking if there is a namespace ... OK * checking for hidden files and directories ... OK * checking for portable file names ... OK * checking whether package 'PerformanceAnalytics' can be installed ... OK * checking installed package size ... OK * checking package directory ... OK * checking 'build' directory ... OK * checking DESCRIPTION meta-information ... OK * checking top-level files ... OK * checking for left-over files ... OK * checking index information ... OK * checking package subdirectories ... OK * checking R files for non-ASCII characters ... OK * checking R files for syntax errors ... OK * loading checks for arch 'i386' ** checking whether the package can be loaded ... OK ** checking whether the package can be loaded with stated dependencies ... OK ** checking whether the package can be unloaded cleanly ... OK ** checking whether the namespace can be loaded with stated dependencies ... OK ** checking whether the namespace can be unloaded cleanly ... OK ** checking loading without being on the library search path ... OK ** checking use of S3 registration ... OK * loading checks for arch 'x64' ** checking whether the package can be loaded ... OK ** checking whether the package can be loaded with stated dependencies ... OK ** checking whether the package can be unloaded cleanly ... OK ** checking whether the namespace can be loaded with stated dependencies ... OK ** checking whether the namespace can be unloaded cleanly ... OK ** checking loading without being on the library search path ... OK ** checking use of S3 registration ... OK * checking dependencies in R code ... OK * checking S3 generic/method consistency ... OK * checking replacement functions ... OK * checking foreign function calls ... OK * checking R code for possible problems ... [33s] OK * checking Rd files ... OK * checking Rd metadata ... OK * checking Rd cross-references ... OK * checking for missing documentation entries ... OK * checking for code/documentation mismatches ... OK * checking Rd \usage sections ... OK * checking Rd contents ... OK * checking for unstated dependencies in examples ... OK * checking contents of 'data' directory ... OK * checking data for non-ASCII characters ... OK * checking data for ASCII and uncompressed saves ... OK * checking line endings in C/C++/Fortran sources/headers ... OK * checking compiled code ... OK * checking sizes of PDF files under 'inst/doc' ... OK * checking installed files from 'inst/doc' ... OK * checking files in 'vignettes' ... OK * checking examples ... ** running examples for arch 'i386' ... [101s] OK ** checking differences from 'PerformanceAnalytics-Ex_i386.Rout' to 'PerformanceAnalytics-Ex.Rout.save' ... OK 23a24 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 50a52,53 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("ActivePremium", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 56a60 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 78a83,84 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("AdjustedSharpeRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 84a91 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 109a117,118 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("AppraisalRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 115a125 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 137a148,149 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("BernardoLedoitRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 143a156 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 176a190,191 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("BetaCoMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 182a198 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 213a230,231 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("BurkeRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 219a238 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 248a268,269 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.RiskPremium", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 254a276 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 307a330,331 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.alpha", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 313a338 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 387a413,414 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.beta", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 393a421 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 477a506,507 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.dynamic", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 483a514 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 506a538,539 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.epsilon", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 512a546 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 533a568,569 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.jensenAlpha", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 539a576 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 567a605,606 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CDD", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 573a613 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 601a642,643 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CalmarRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 607a650 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 626a670,671 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CoMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 632a678 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 654a701,702 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("DRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 660a709 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 709a759,760 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("DownsideDeviation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 715a767 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 738a791,792 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("DownsideFrequency", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 744a799 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 853a909,910 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("ES", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 859a917 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 917a976,977 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("EWMAMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 923a984 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 946a1008,1009 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("FamaBeta", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 952a1016 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 969a1034,1035 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Frequency", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 975a1042 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1001a1069,1070 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("InformationRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1007a1077 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1033a1104,1105 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Kappa", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1039a1112 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1061a1135,1136 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("KellyRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1067a1143 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1092a1169,1170 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("M2Sortino", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1098a1177 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1129a1209,1210 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MCA", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1136a1218 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1159a1242,1243 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MSquared", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1165a1250 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1192a1278,1279 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MSquaredExcess", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1198a1286 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1235a1324,1325 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MarketTiming", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1241a1332 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1265a1357,1358 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MartinRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1271a1365 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1293a1388,1389 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MeanAbsoluteDeviation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1299a1396 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1325a1423,1424 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Modigliani", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1331a1431 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1354a1455,1456 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("NetSelectivity", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1360a1463 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1527a1631,1632 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Omega", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1533a1639 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1556a1663,1664 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("OmegaExcessReturn", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1562a1671 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1587a1697,1698 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("OmegaSharpeRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1593a1705 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1617a1730,1731 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("PainIndex", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1623a1738 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1647a1763,1764 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("PainRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1653a1771 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1677a1796,1797 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("ProspectRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1683a1804 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1717a1839,1840 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.Geltner", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1723a1847 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1749a1874,1875 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.annualized", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1755a1882 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1770a1898,1899 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.annualized.excess", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1776a1906 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 3811a3942,3943 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.calculate", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 3817a3950 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 3853a3987,3988 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.clean", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 3859a3995 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 3882a4019,4020 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.cumulative", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 3888a4027 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 3940a4080,4081 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.excess", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 3946a4088 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4135a4278,4279 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.portfolio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4141a4286 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4156a4302,4303 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.read", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4162a4310 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4196a4345,4346 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.relative", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4202a4353 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4223a4375,4376 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Selectivity", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4229a4383 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4314a4469,4470 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SharpeRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4320a4477 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4353a4511,4512 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SharpeRatio.annualized", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4359a4519 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4422a4583,4584 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("ShrinkageMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4428a4591 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4451a4615,4616 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SkewnessKurtosisRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4457a4623 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4487a4654,4655 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SmoothingIndex", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4493a4662 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4513a4683,4684 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SortinoRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4519a4691 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4540a4713,4714 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SpecificRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4546a4721 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4624a4800,4801 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("StdDev", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4630a4808 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4662a4841,4842 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("StdDev.annualized", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4668a4849 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4727a4909,4910 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("StructuredMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4733a4917 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4756a4941,4942 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SystematicRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4762a4949 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4783a4971,4972 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("TotalRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4789a4979 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4815a5006,5007 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("TrackingError", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4821a5014 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4862a5056,5057 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("TreynorRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4868a5064 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4913a5110,5111 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("UpDownRatios", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4919a5118 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4942a5142,5143 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("UpsideFrequency", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4948a5150 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4970a5173,5174 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("UpsidePotentialRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4976a5181 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5005a5211,5212 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("UpsideRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5011a5219 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5119a5328,5329 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("VaR", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5125a5336 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5148a5360,5361 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("VolatilitySkewness", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5154a5368 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5212a5427,5428 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("apply.fromstart", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5218a5435 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5364a5582,5583 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("apply.rolling", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5370a5590 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5518a5739,5740 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("centeredmoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5524a5747 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5537a5761,5762 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.ACF", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5543a5769 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5556a5783,5784 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Bar", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5562a5791 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5615a5845,5846 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.BarVaR", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5621a5853 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5635a5868,5869 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Boxplot", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5641a5876 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5654a5890,5891 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.CaptureRatios", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5660a5898 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5673a5912,5913 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Correlation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5679a5920 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5696a5938,5939 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.CumReturns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5702a5946 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5716a5961,5962 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Drawdown", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5722a5969 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5736a5984,5985 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.ECDF", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5742a5992 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5761a6012,6013 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Events", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5767a6020 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5808a6062,6063 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Histogram", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5814a6070 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5857a6114,6115 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.QQPlot", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5866a6125 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5884a6144,6145 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Regression", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5890a6152 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5906a6169,6170 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RelativePerformance", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5912a6177 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5927a6193,6194 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RiskReturnScatter", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5933a6201 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5950a6219,6220 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RollingCorrelation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5956a6227 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5969a6241,6242 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RollingMean", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5975a6249 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5997a6272,6273 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RollingPerformance", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6003a6280 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6031a6309,6310 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RollingRegression", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6037a6317 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6044,6047c6324,6326 < > ## Not run: < > ##D data(edhec) < > ##D chart.Scatter(edhec[,1],edhec[,2]) < > ## End(Not run) --- > > > > data(edhec) > > chart.Scatter(edhec[,1],edhec[,2]) 6051a6331,6332 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Scatter", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6057a6339 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6076a6359,6360 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.SnailTrail", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6082a6367 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6132a6418,6419 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.StackedBar", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6138a6426 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6215a6504,6505 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.TimeSeries", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6221a6512 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6237a6529,6530 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.VaRSensitivity", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6243a6537 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6257a6552,6553 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("charts.PerformanceSummary", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6263a6560 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6280a6578,6579 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("charts.RollingPerformance", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6286a6586 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6421a6722,6723 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("checkData", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6427a6730 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6518a6822,6823 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("edhec", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6524a6830 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6600a6907,6908 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("findDrawdowns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6606a6915 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6649a6959,6960 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("kurtosis", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6655a6967 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6717a7030,7031 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("managers", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6723a7038 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6751a7067,7068 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("maxDrawdown", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6757a7075 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6782a7101,7102 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("mean.geometric", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6788a7109 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6828a7150,7151 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("portfolio_bacon", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6834a7158 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6856a7181,7182 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("prices", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6862a7189 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6891a7219,7220 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("skewness", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6897a7227 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6973a7304,7305 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("sortDrawdowns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6979a7312 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7004c7337 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7018a7352,7353 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.AnnualizedReturns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7028a7364 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7061a7398,7399 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Arbitrary", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7067a7406 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7100a7440,7441 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Autocorrelation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7106a7448 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7139a7482,7483 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.CAPM", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7145a7490 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7179c7524 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7194a7540,7541 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.CalendarReturns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7204a7552 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7248a7597,7598 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.CaptureRatios", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7254a7605 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7287c7638 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7300a7652,7653 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Correlation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7310a7664 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7341c7695 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7353a7708,7709 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Distributions", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7363a7720 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7453c7810 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7463a7821,7822 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.DownsideRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7473a7833 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7508c7868 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7520a7881,7882 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.DownsideRiskRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7530a7893 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7574a7938,7939 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Drawdowns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7580a7946 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7605c7971 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7617a7984,7985 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.DrawdownsRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7627a7996 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7651c8020 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7661a8031,8032 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.HigherMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7671a8043 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7696c8068 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7708a8081,8082 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.InformationRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7718a8093 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7810c8185 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7819a8195,8196 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.MonthlyReturns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7829a8207 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7860a8239,8240 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.ProbOutPerformance", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7866a8247 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7899c8280 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7909a8291,8292 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.RollingPeriods", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7919a8303 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7940c8324 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7952a8337,8338 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.SpecificRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7962a8349 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7987c8374 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7999a8387,8388 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Variability", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 8009a8399 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 8039a8430,8431 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("textplot", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 8045a8438 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 8090a8484,8485 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("to.period.contributions", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 8096a8492 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 8139a8536,8537 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("weights", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") Warning message: running command 'diff -bw "D:\temp\RtmpUpWJZj\Rdiffa61484e8e43c0" "D:\temp\RtmpUpWJZj\Rdiffb61485e8049f4"' had status 1 ** running examples for arch 'x64' ... [121s] OK ** checking differences from 'PerformanceAnalytics-Ex_x64.Rout' to 'PerformanceAnalytics-Ex.Rout.save' ... OK 23a24 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 50a52,53 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("ActivePremium", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 56a60 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 78a83,84 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("AdjustedSharpeRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 84a91 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 109a117,118 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("AppraisalRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 115a125 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 137a148,149 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("BernardoLedoitRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 143a156 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 176a190,191 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("BetaCoMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 182a198 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 213a230,231 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("BurkeRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 219a238 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 248a268,269 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.RiskPremium", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 254a276 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 307a330,331 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.alpha", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 313a338 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 387a413,414 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.beta", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 393a421 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 477a506,507 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.dynamic", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 483a514 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 506a538,539 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.epsilon", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 512a546 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 533a568,569 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CAPM.jensenAlpha", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 539a576 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 567a605,606 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CDD", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 573a613 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 601a642,643 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CalmarRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 607a650 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 626a670,671 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("CoMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 632a678 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 654a701,702 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("DRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 660a709 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 709a759,760 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("DownsideDeviation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 715a767 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 738a791,792 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("DownsideFrequency", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 744a799 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 853a909,910 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("ES", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 859a917 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 917a976,977 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("EWMAMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 923a984 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 946a1008,1009 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("FamaBeta", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 952a1016 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 969a1034,1035 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Frequency", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 975a1042 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1001a1069,1070 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("InformationRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1007a1077 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1033a1104,1105 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Kappa", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1039a1112 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1061a1135,1136 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("KellyRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1067a1143 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1092a1169,1170 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("M2Sortino", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1098a1177 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1129a1209,1210 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MCA", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1136a1218 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1159a1242,1243 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MSquared", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1165a1250 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1192a1278,1279 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MSquaredExcess", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1198a1286 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1235a1324,1325 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MarketTiming", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1241a1332 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1265a1357,1358 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MartinRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1271a1365 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1293a1388,1389 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("MeanAbsoluteDeviation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1299a1396 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1325a1423,1424 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Modigliani", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1331a1431 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1354a1455,1456 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("NetSelectivity", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1360a1463 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1527a1631,1632 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Omega", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1533a1639 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1556a1663,1664 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("OmegaExcessReturn", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1562a1671 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1587a1697,1698 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("OmegaSharpeRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1593a1705 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1617a1730,1731 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("PainIndex", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1623a1738 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1647a1763,1764 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("PainRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1653a1771 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1677a1796,1797 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("ProspectRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1683a1804 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1717a1839,1840 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.Geltner", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1723a1847 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1749a1874,1875 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.annualized", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1755a1882 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 1770a1898,1899 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.annualized.excess", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 1776a1906 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 3811a3942,3943 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.calculate", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 3817a3950 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 3853a3987,3988 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.clean", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 3859a3995 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 3882a4019,4020 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.cumulative", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 3888a4027 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 3940a4080,4081 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.excess", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 3946a4088 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4135a4278,4279 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.portfolio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4141a4286 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4156a4302,4303 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.read", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4162a4310 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4196a4345,4346 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Return.relative", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4202a4353 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4223a4375,4376 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("Selectivity", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4229a4383 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4314a4469,4470 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SharpeRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4320a4477 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4353a4511,4512 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SharpeRatio.annualized", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4359a4519 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4422a4583,4584 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("ShrinkageMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4428a4591 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4451a4615,4616 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SkewnessKurtosisRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4457a4623 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4487a4654,4655 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SmoothingIndex", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4493a4662 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4513a4683,4684 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SortinoRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4519a4691 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4540a4713,4714 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SpecificRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4546a4721 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4624a4800,4801 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("StdDev", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4630a4808 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4662a4841,4842 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("StdDev.annualized", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4668a4849 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4727a4909,4910 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("StructuredMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4733a4917 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4756a4941,4942 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("SystematicRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4762a4949 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4783a4971,4972 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("TotalRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4789a4979 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4815a5006,5007 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("TrackingError", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4821a5014 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4862a5056,5057 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("TreynorRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4868a5064 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4913a5110,5111 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("UpDownRatios", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4919a5118 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4942a5142,5143 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("UpsideFrequency", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4948a5150 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 4970a5173,5174 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("UpsidePotentialRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 4976a5181 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5005a5211,5212 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("UpsideRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5011a5219 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5119a5328,5329 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("VaR", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5125a5336 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5148a5360,5361 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("VolatilitySkewness", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5154a5368 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5212a5427,5428 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("apply.fromstart", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5218a5435 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5364a5582,5583 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("apply.rolling", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5370a5590 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5518a5739,5740 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("centeredmoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5524a5747 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5537a5761,5762 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.ACF", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5543a5769 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5556a5783,5784 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Bar", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5562a5791 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5615a5845,5846 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.BarVaR", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5621a5853 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5635a5868,5869 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Boxplot", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5641a5876 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5654a5890,5891 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.CaptureRatios", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5660a5898 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5673a5912,5913 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Correlation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5679a5920 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5696a5938,5939 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.CumReturns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5702a5946 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5716a5961,5962 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Drawdown", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5722a5969 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5736a5984,5985 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.ECDF", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5742a5992 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5761a6012,6013 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Events", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5767a6020 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5808a6062,6063 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Histogram", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5814a6070 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5857a6114,6115 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.QQPlot", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5866a6125 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5884a6144,6145 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Regression", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5890a6152 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5906a6169,6170 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RelativePerformance", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5912a6177 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5927a6193,6194 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RiskReturnScatter", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5933a6201 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5950a6219,6220 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RollingCorrelation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5956a6227 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5969a6241,6242 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RollingMean", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 5975a6249 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 5997a6272,6273 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RollingPerformance", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6003a6280 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6031a6309,6310 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.RollingRegression", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6037a6317 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6044,6047c6324,6326 < > ## Not run: < > ##D data(edhec) < > ##D chart.Scatter(edhec[,1],edhec[,2]) < > ## End(Not run) --- > > > > data(edhec) > > chart.Scatter(edhec[,1],edhec[,2]) 6051a6331,6332 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.Scatter", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6057a6339 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6076a6359,6360 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.SnailTrail", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6082a6367 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6132a6418,6419 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.StackedBar", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6138a6426 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6215a6504,6505 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.TimeSeries", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6221a6512 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6237a6529,6530 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("chart.VaRSensitivity", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6243a6537 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6257a6552,6553 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("charts.PerformanceSummary", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6263a6560 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6280a6578,6579 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("charts.RollingPerformance", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6286a6586 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6421a6722,6723 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("checkData", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6427a6730 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6518a6822,6823 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("edhec", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6524a6830 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6600a6907,6908 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("findDrawdowns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6606a6915 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6649a6959,6960 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("kurtosis", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6655a6967 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6717a7030,7031 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("managers", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6723a7038 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6751a7067,7068 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("maxDrawdown", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6757a7075 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6782a7101,7102 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("mean.geometric", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6788a7109 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6828a7150,7151 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("portfolio_bacon", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6834a7158 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6856a7181,7182 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("prices", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6862a7189 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6891a7219,7220 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("skewness", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6897a7227 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 6973a7304,7305 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("sortDrawdowns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 6979a7312 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7004c7337 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7018a7352,7353 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.AnnualizedReturns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7028a7364 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7061a7398,7399 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Arbitrary", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7067a7406 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7100a7440,7441 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Autocorrelation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7106a7448 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7139a7482,7483 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.CAPM", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7145a7490 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7179c7524 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7194a7540,7541 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.CalendarReturns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7204a7552 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7248a7597,7598 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.CaptureRatios", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7254a7605 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7287c7638 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7300a7652,7653 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Correlation", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7310a7664 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7341c7695 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7353a7708,7709 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Distributions", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7363a7720 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7453c7810 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7463a7821,7822 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.DownsideRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7473a7833 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7508c7868 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7520a7881,7882 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.DownsideRiskRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7530a7893 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7574a7938,7939 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Drawdowns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7580a7946 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7605c7971 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7617a7984,7985 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.DrawdownsRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7627a7996 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7651c8020 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7661a8031,8032 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.HigherMoments", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7671a8043 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7696c8068 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7708a8081,8082 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.InformationRatio", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7718a8093 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7810c8185 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7819a8195,8196 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.MonthlyReturns", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7829a8207 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7860a8239,8240 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.ProbOutPerformance", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7866a8247 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7899c8280 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7909a8291,8292 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.RollingPeriods", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7919a8303 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7940c8324 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7952a8337,8338 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.SpecificRisk", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 7962a8349 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 7987c8374 < format.pval, units --- > format.pval, round.POSIXt, trunc.POSIXt, units 7999a8387,8388 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("table.Variability", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 8009a8399 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 8039a8430,8431 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("textplot", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 8045a8438 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 8090a8484,8485 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("to.period.contributions", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") 8096a8492 > > base::assign(".ptime", proc.time(), pos = "CheckExEnv") 8139a8536,8537 > > base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv") > > base::cat("weights", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t") Warning message: running command 'diff -bw "D:\temp\Rtmpm2i7B9\Rdiffa1e2385f8a58b5" "D:\temp\Rtmpm2i7B9\Rdiffb1e2381da56d8e"' had status 1 * checking for unstated dependencies in 'tests' ... OK * checking tests ... ** running tests for arch 'i386' ... [2s] OK Running 'testthat.R' [2s] ** running tests for arch 'x64' ... [4s] OK Running 'testthat.R' [3s] * checking for unstated dependencies in vignettes ... OK * checking package vignettes in 'inst/doc' ... OK * checking running R code from vignettes ... SKIPPED * checking re-building of vignette outputs ... SKIPPED * checking PDF version of manual ... OK * DONE Status: OK